Cargando…

An introduction to repo markets /

"The repo markets are a vital part of the global financial system. Repo is used by virtually all market participants, as a funding and liquidity tool. The third edition of Professor Moorad Choudhry's reference text An Introduction to Repo Markets brings readers up to date with the latest d...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Choudhry, Moorad
Autor Corporativo: Securities & Investment Institute
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, England ; Hoboken, NJ : John Wiley, 2006.
Edición:3rd ed.
Colección:Securities Institute.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Introduction to repo
  • Market background
  • The mechanics of repo
  • Basket repo, synthetic repo and structured finance repo
  • The UK gilt repo market
  • Overview of repo trading and the futures contract implied repo rate
  • Repo and the yield curve
  • The global master repurchase agreement
  • Accounting, tax and regulatory capital issues in repo.